ISM5227 Risk ManagementBahçeşehir UniversityDegree Programs PERFORMING ARTSGeneral Information For StudentsDiploma SupplementErasmus Policy StatementNational QualificationsBologna Commission
PERFORMING ARTS
Bachelor TR-NQF-HE: Level 6 QF-EHEA: First Cycle EQF-LLL: Level 6

Course Introduction and Application Information

Course Code Course Name Semester Theoretical Practical Credit ECTS
ISM5227 Risk Management Spring
Fall
3 0 3 8
This catalog is for information purposes. Course status is determined by the relevant department at the beginning of semester.

Basic information

Language of instruction: Turkish
Type of course: Non-Departmental Elective
Course Level: Bachelor’s Degree (First Cycle)
Mode of Delivery: Face to face
Course Coordinator : Dr. Öğr. Üyesi ETHEM ÇANAKOĞLU
Recommended Optional Program Components: N.A.
Course Objectives: This course introduces students to the main strategies, methods and techniques used to manage the risks faced by the organizations during their on going business. Students will learn financial risk assessment and measurement techniques, how to organize and structure the financial risk management, how to manage the main financial risks: market, credit operational, liquidity, interest rate, foreign exchange risk, etc. Also students will learn how to measure and to manage the risks at the corporate level.

Learning Outcomes

The students who have succeeded in this course;
• analyse, model and manage financial risks faced by a variety of institutions.
• calculate different risk metrics such as value at risk.
• quantify market risk, credit risk, and operational risk.
• learn mathematics of interest rates.
• learn basics of different financial instruments used for risk management.

Course Content

Tools for Measuring Risk, Interest Rate Risk, Value at Risk, Volatility, Correlations and Copulas, VaR Methods

Weekly Detailed Course Contents

Week Subject Related Preparation
1) Introduction
2) Tools for Measuring Risk
3) Trading in Financial Markets
4) Financial Risk in Banks
5) Insurance
6) Case - The Credit Crisis of 2007
7) Financial Derivatives
8) How Traders Manage Their Risks
9) Midterm
10) Interest Rate Risk
11) Value at Risk
12) Volatility
13) Correlations and Copulas
14) Operational Risk
15) Final exam preparation
16) Final exam

Sources

Course Notes / Textbooks: John C. Hull, “Risk Management and Financial Institutions”, Wiley Finance.
References: Philippe Jorion, “Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk”, McGraw Hill

Evaluation System

Semester Requirements Number of Activities Level of Contribution
Project 2 % 30
Midterms 1 % 30
Final 1 % 40
Total % 100
PERCENTAGE OF SEMESTER WORK % 30
PERCENTAGE OF FINAL WORK % 70
Total % 100

ECTS / Workload Table

Activities Number of Activities Workload
Course Hours 13 39
Study Hours Out of Class 14 74
Project 13 85
Midterms 1 3
Final 1 3
Total Workload 204

Contribution of Learning Outcomes to Programme Outcomes

No Effect 1 Lowest 2 Low 3 Average 4 High 5 Highest
           
Program Outcomes Level of Contribution
1) They acquire theoretical, historical and aesthetic knowledge specific to their field by using methods and techniques related to performing arts (acting, dance, music, etc.). 2
2) They have knowledge about art culture and aesthetics and they provide the unity of theory and practice in their field. 2
3) They are aware of national and international values in performing arts. 2
4) Abstract and concrete concepts of performing arts; can transform it into creative thinking, innovative and original works. 1
5) They have the sensitivity to run a business successfully in their field. 3
6) Develops the ability to perceive, think, design and implement multidimensional from local to universal. 3
7) They have knowledge about the disciplines that the performing arts field is related to and can evaluate the interaction of the sub-disciplines within their field. 2
8) They develop the ability to perceive, design, and apply multidimensionality by having knowledge about artistic criticism methods. 3
9) They can share original works related to their field with the society and evaluate their results and question their own work by using critical methods. 1
10) They follow English language resources related to their field and can communicate with foreign colleagues in their field. 1
11) By becoming aware of national and international values in the field of performing arts, they can transform abstract and concrete concepts into creative thinking, innovative and original works. 3
12) They can produce original works within the framework of an interdisciplinary understanding of art. 2
13) Within the framework of the Performing Arts Program and the units within it, they become individuals who are equipped to take part in the universal platform in their field. 3
14) Within the Performing Arts Program, according to the field of study; have competent technical knowledge in the field of acting and musical theater. 2
15) They use information and communication technologies together with computer software that is at least at the Advanced Level of the European Computer Use License as required by the field. 3